Search results for "STATISTICS & PROBABILITY"
showing 10 items of 436 documents
Detecting spatio-temporal mortality clusters of European countries by sex and age.
2018
[EN] Background: Mortality decreased in European Union (EU) countries during the last century. Despite these similar trends, there are still considerable differences in the levels of mortality between Eastern and Western European countries. Sub-group analysis of mortality in Europe for different age and sex groups is common, however to our knowledge a spatio-temporal methodology as in this study has not been applied to detect significant spatial dependence and interaction with time. Thus, the objective of this paper is to quantify the dynamics of mortality in Europe and detect significant clusters of mortality between European countries, applying spatio-temporal methodology. In addition, th…
Is the cardholder an efficient alarm system to detect credit card incidents?
2015
There is a growing tendency in credit card industry to increase the contribution of the smallest players, the cardholders, in the detection of card incidents. This article examines whether cardholders are efficient at detecting/communicating incidents of theft, loss or fraudulent use of their cards. The analysis focuses on whether they demonstrate enough speed of response to support a risk control subsystem by the issuer. The research follows a completely new approach showing how the issue can be handled by applying the concept of elasticity, a notion just recently exported from economics to the field of statistics by linking it with the reverse hazard rate. The issue is focused on the anal…
A New Tool for the Modeling of AI and Machine Learning Applications: Random Walk-Jump Processes
2011
Published version of an article from the book: Hybrid artificial intelligent systems, Lecture notes in computer science. The original publication is available at www.springerlink.com, http://dx.doi.org/10.1007/978-3-642-21219-2_2 There are numerous applications in Artificial Intelligence (AI) and Machine Learning (ML) where the criteria for decisions are based on testing procedures. The most common tools used in such random phenomena involve Random Walks (RWs). The theory of RWs and its applications have gained an increasing research interest since the start of the last century. [1]. In this context, we note that a RW is, usually, defined as a trajectory involving a series of successive ran…
ℓ1-Penalized Methods in High-Dimensional Gaussian Markov Random Fields
2016
In the last 20 years, we have witnessed the dramatic development of new data acquisition technologies allowing to collect massive amount of data with relatively low cost. is new feature leads Donoho to define the twenty-first century as the century of data. A major characteristic of this modern data set is that the number of measured variables is larger than the sample size; the word high-dimensional data analysis is referred to the statistical methods developed to make inference with this new kind of data. This chapter is devoted to the study of some of the most recent ℓ1-penalized methods proposed in the literature to make sparse inference in a Gaussian Markov random field (GMRF) defined …
Statistical Shape and Probability Prior Model for Automatic Prostate Segmentation
2011
International audience; Accurate prostate segmentation in Trans Rectal Ultra Sound (TRUS) images is an important step in different clinical applications. However, the development of computer aided automatic prostate segmentation in TRUS images is a challenging task due to low contrast, heterogeneous intensity distribution inside the prostate region, imaging artifacts like shadow, and speckle. Significant variations in prostate shape, size and contrast between the datasets pose further challenges to achieve an accurate segmentation. In this paper we propose to use graph cuts in a Bayesian framework for automatic initialization and propagate multiple mean parametric models derived from princi…
Generalized Multitarget Linear Regression with Output Dependence Estimation
2019
Multitarget regression has recently received attention in the context of modern, large-scale problems in which finding good enough solutions in a timely manner is crucial. Different proposed alternatives use a combination of regularizers that lead to different ways of solving the problem. In this work, we introduce a general formulation with several regularizers. This leads to a biconvex minimization problem and we use an alternating procedure with accelerated proximal gradient steps to solve it. We show that our formulation is equivalent but more efficient than some previously proposed approaches. Moreover, we introduce two new variants. The experimental validation carried out, suggests th…
A new strategy for effective learning in population Monte Carlo sampling
2016
In this work, we focus on advancing the theory and practice of a class of Monte Carlo methods, population Monte Carlo (PMC) sampling, for dealing with inference problems with static parameters. We devise a new method for efficient adaptive learning from past samples and weights to construct improved proposal functions. It is based on assuming that, at each iteration, there is an intermediate target and that this target is gradually getting closer to the true one. Computer simulations show and confirm the improvement of the proposed strategy compared to the traditional PMC method on a simple considered scenario.
The design of absorbing Bayesian pursuit algorithms and the formal analyses of their ε-optimality
2016
The fundamental phenomenon that has been used to enhance the convergence speed of learning automata (LA) is that of incorporating the running maximum likelihood (ML) estimates of the action reward probabilities into the probability updating rules for selecting the actions. The frontiers of this field have been recently expanded by replacing the ML estimates with their corresponding Bayesian counterparts that incorporate the properties of the conjugate priors. These constitute the Bayesian pursuit algorithm (BPA), and the discretized Bayesian pursuit algorithm. Although these algorithms have been designed and efficiently implemented, and are, arguably, the fastest and most accurate LA report…
Self-stabilizing Balls & Bins in Batches
2016
A fundamental problem in distributed computing is the distribution of requests to a set of uniform servers without a centralized controller. Classically, such problems are modelled as static balls into bins processes, where m balls (tasks) are to be distributed to n bins (servers). In a seminal work, [Azar et al.; JoC'99] proposed the sequential strategy Greedy[d] for n = m. When thrown, a ball queries the load of d random bins and is allocated to a least loaded of these. [Azar et al.; JoC'99] showed that d=2 yields an exponential improvement compared to d=1. [Berenbrink et al.; JoC'06] extended this to m ⇒ n, showing that the maximal load difference is independent of m for d=2 (in contrast…
Anti-tempered Layered Adaptive Importance Sampling
2017
Monte Carlo (MC) methods are widely used for Bayesian inference in signal processing, machine learning and statistics. In this work, we introduce an adaptive importance sampler which mixes together the benefits of the Importance Sampling (IS) and Markov Chain Monte Carlo (MCMC) approaches. Different parallel MCMC chains provide the location parameters of the proposal probability density functions (pdfs) used in an IS method. The MCMC algorithms consider a tempered version of the posterior distribution as invariant density. We also provide an exhaustive theoretical support explaining why, in the presented technique, even an anti-tempering strategy (reducing the scaling of the posterior) can …